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Re: Re: Financial Data - Currencies

  • To: mathgroup at smc.vnet.net
  • Subject: [mg106142] Re: [mg106086] Re: Financial Data - Currencies
  • From: "E. Martin-Serrano" <eMartinSerrano at telefonica.net>
  • Date: Sat, 2 Jan 2010 05:08:17 -0500 (EST)
  • References: <hhhmok$obj$1@smc.vnet.net> <201001011034.FAA05112@smc.vnet.net>

Hi,

Hi,

The Import/connection

euData1 = Import["http://www.federalreserve.gov/releases/h10/hist/
  dat00_eu.txt", "Data"]

fails to work in my computer and returns $Failed plus the following message:

**FetchURL::conopen: The connection to URL
http://www.federalreserve.gov/releases/h10/hist/
dat00_eu.txt cannot be opened. If the URL is correct, you might need 
to configure your firewall program, or you might need to set a proxy 
in the Internet Connectivity tab of the Preferences dialog (or by 
calling SetInternetProxy).**

My SetInternetProxy setting in the *preferences* tab is: *Use Proxy settings
from my system or browser*

However, the direct connection via browser works fine, so it should work
inside the Mathematica expression too, I think. And I do not see any
semicolon after the URL, as you warn, in the MathGroup post.

E. Martin-Serrano
 

-----Original Message-----
From: Chris Degnen [mailto:degnen at cwgsy.net] 
Sent: Friday, January 01, 2010 11:34 AM
To: mathgroup at smc.vnet.net
Subject: [mg106142] [mg106086] Re: Financial Data - Currencies

On 31 Dec, 08:18, robert prince-wright <robertprincewri... at yahoo.com>
wrote:
> Does anyone know how to get the names corresponding to the currencies
available from FinancialData? If you use the command below you get a list of
153 currencies - some of which are obscure so i was hoping to generate the
names!
>
> currencyTickers = FinancialData["Currencies"]
>
> Also, why does FinancialData not give historical data for say GBP/USD?
EUR/USD works, albeit over a limited time span, so you would think the data
would be there for sterling. Several others don't work either.... perhaps
this is a data server issue?
>
> R

Here's some code for getting exchange rate history.  Note the pages on
the Fed have slightly differing formats and are parsed accordingly.
Fortunately they don't change over time.
(If you're reading this post on the MathGroup beware the posting
program may have inserted semi-colons after the URLs.  If so, they
should be deleted.)

(* Extract EUR/USD exhange rate *)
euData1=Import["http://www.federalreserve.gov/releases/h10/hist/
dat00_eu.txt","Data"];
euData2={StringReplace[#," "<>" "..->","]}&/@euData1;
euData3=Select[euData2,StringLength[#]=={16}&];
euData4=First[StringSplit[#,","]]&/@euData3;
euData5={DateList[#[[1]]],ToExpression[#[[2]]]}&/@euData4;
(* Extract GBP/USD exhange rate *)
ukData1=Import["http://www.federalreserve.gov/releases/h10/hist/
dat00_uk.txt","Data"];
ukData2={StringReplace[#[[1]]," "<>" "..->","]}&/@ukData1;
ukData3=Select[ukData2,StringLength[#]=={17}&];
ukData4=First[StringSplit[#,", "]]&/@ukData3;
ukData5={DateList[#[[1]]],ToExpression[#[[2]]]}&/@ukData4;
(* Plot exchange rates *)
Print[DateListPlot[{euData5,ukData5},ImageSize->600,PlotLabel->Style
["\nExchange Rate History",20],Joined->True,Epilog->{Inset[Style["GBP/
USD",12,Bold,Hue[106/117,0.6,0.6]],Automatic,{6,-7}],
Inset[Style["EUR/GBP",12,Bold,Hue[0.67,0.6,0.6]],Automatic,{-4,1}]}]];



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